Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-08 00:00:00+00:00 0.632794 0.713275 0.804303 0.915777 1.049831 1.207440 1.409156
2024-12-15 00:00:00+00:00 0.552260 0.655262 0.780665 0.947422 1.167844 1.456034 1.873473
2024-12-22 00:00:00+00:00 0.504950 0.623892 0.777550 0.996504 1.310988 1.764674 2.507420
2024-12-29 00:00:00+00:00 0.460503 0.587498 0.759572 1.019285 1.420111 2.052403 3.217660
2025-01-05 00:00:00+00:00 0.423205 0.554491 0.739681 1.033488 1.517170 2.346893 4.067697
2025-01-12 00:00:00+00:00 0.387653 0.518918 0.710240 1.026675 1.577336 2.595542 4.957769
2025-01-19 00:00:00+00:00 0.348569 0.473711 0.660409 0.978661 1.555805 2.686292 5.558058
2025-01-26 00:00:00+00:00 0.328933 0.455125 0.648718 0.991088 1.644736 3.023784 6.987142
2025-02-02 00:00:00+00:00 0.312375 0.439374 0.639289 1.005279 1.739548 3.408186 8.878986
2025-02-09 00:00:00+00:00 0.293340 0.417908 0.617998 0.994544 1.781148 3.684291 10.707501
2025-02-16 00:00:00+00:00 0.279575 0.403572 0.606957 1.000957 1.860519 4.089843 13.553337
2025-02-23 00:00:00+00:00 0.259746 0.377840 0.573940 0.960426 1.826012 4.170109 15.083341
2025-03-02 00:00:00+00:00 0.240734 0.352727 0.540868 0.917809 1.783686 4.230703 16.764455
2025-03-09 00:00:00+00:00 0.232944 0.345722 0.539152 0.938353 1.899089 4.842618 23.156207
2025-03-16 00:00:00+00:00 0.228611 0.344131 0.546885 0.979587 2.078687 5.792114 35.871977
2025-03-23 00:00:00+00:00 0.221511 0.337188 0.543971 0.997365 2.201560 6.629110 53.133504
2025-03-30 00:00:00+00:00 0.214165 0.329263 0.538415 1.008395 2.309347 7.499790 80.137212
2025-04-06 00:00:00+00:00 0.205252 0.317948 0.525311 1.000161 2.357946 8.147501 113.988261
2025-04-13 00:00:00+00:00 0.192836 0.299629 0.497129 0.952903 2.273755 8.066604 127.994171
2025-04-20 00:00:00+00:00 0.187492 0.293857 0.493427 0.964301 2.383149 9.151240 222.852795
2025-04-27 00:00:00+00:00 0.182687 0.288765 0.490647 0.977605 2.504156 10.464086 451.277887
2025-05-04 00:00:00+00:00 0.175944 0.279687 0.479017 0.967063 2.539294 11.276322 819.543069
2025-05-11 00:00:00+00:00 0.171162 0.274019 0.474030 0.973101 2.638186 12.711130 2391.161327